+11,715.7%
GOOG vs TAP
+107.1%
+11,608.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.8% |
| 7D | +3.0% | +1.3% | +1.8% | +2.6% |
| 30D | -14.9% | +5.7% | -20.6% | -16.4% |
| 3M | -14.9% | -1.9% | -13.0% | -14.9% |
| 6M | -26.6% | +0.9% | -27.5% | -27.5% |
| YTD | -6.6% | -9.5% | +2.9% | -5.4% |
| 1Y | +5.1% | -9.0% | +14.0% | +6.1% |
| 3Y | +121.0% | -22.2% | +143.2% | +128.6% |
| 5Y | +97.3% | +1.2% | +96.1% | +84.5% |
| 10Y | +683.2% | -46.1% | +729.4% | +746.4% |
| All | +11,715.7% | +107.1% | +11,608.6% | +7,871.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling